{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1367	6.27***
α ARCH Response to squared shocks	0.2024	9.45***
β GARCH Volatility persistence	0.7947	38.48***

γ₁	-5.3628	-1.86*
γ₂	10.8597	1.75*
γ₃	-6.7221	-1.50
γ₄	-0.0018	0.00
γ₅	1.6791	2.76***
γ₆	-0.4622	-1.41
γ₇	-0.0481	-0.14
γ₈	-0.0034	-0.01
γ₉	0.3465	1.29
γ₁₀	-0.6553	-1.58

V-Lab

Plastron Precision Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Plastron Precision Analyses